+78.9%
ZTS vs BBWI
-45.0%
+123.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -7.4% | -7.7% | +0.3% | -6.3% |
| 30D | +9.9% | +24.8% | -14.9% | +6.7% |
| 3M | +10.3% | +16.2% | -5.9% | +7.8% |
| 6M | +9.2% | +15.8% | -6.6% | +6.0% |
| YTD | -32.9% | +11.4% | -44.3% | -34.9% |
| 1Y | -29.7% | +3.2% | -32.9% | -31.6% |
| 3Y | -49.0% | -23.5% | -25.5% | -49.6% |
| 5Y | -59.3% | -67.4% | +8.1% | -56.0% |
| 10Y | +78.9% | -46.0% | +124.9% | +49.2% |
| All | +78.9% | -45.0% | +123.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling